The algorithm behind the semicontinuous variable
AnsweredGurobi can assign a variable as semicontinuous. What is the algorithm behind this assignment? Is Gurobi using the same method of Big M and a binary variable to model a semicontinuous variable? In such a situation, the problem of significant execution time remains the same for a problem with many semicontinuous variables since there is the same number of binary variables.
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In presolve, Gurobi handles semicontinuous variables as special objects to exploit possible structure or special cases. During the rest of the optimization, Gurobi models semicontinuous variable with help of binaries, as described in this blog on Semicontinuous variables.
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Jaromił0
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